Hi stnz,
As for now I do not see that this has changed, but I think the custom slash commands might get replaced in the future by the apps framework or a simple app that supports what the custom slash commands do nowadays.
Using the self hosted intermediate app is in my opinion the only solution for the time being to get things done the way you want and if it’s written generic (f.ex. by adding the url to be called in the request url parameter), it could be a generic wrapper for all your outgoing slash commands which also could bring some benefit like tracking the usage of slash commands, being able to log inputs/errors, etc.
Furthermore this application could also be used as the receiver point for the return values of the slash commands and could therefore work as a guarded reverse proxy to your Mattermost server, if need be.
From what I understood, the Apps framework would allow you to install an app which exactly does what your intermediate script is currently doing, but in a more integrated and future-proof way.
Here’s a quick start guide to writing apps.